Re: [Gretl-devel] VAR order selection ¿bug?
On Fri, 16 Jun 2017, Ignacio Diaz-Emparanza wrote:
Please run this script:
<hansl>
open denmark.gdt
var 4 LRM LRY IBO IDE --lagselect
var 8 LRM LRY IBO IDE --lagselect
</hansl>
The first four rows should be identical, right? Or am I missing something?
(Gretl built today on Ubuntu 16.04)
Not really. In order to ensure that the comparison is done properly, the
start of the sample is kept fixed, so when you increase the maximum lag,
the sample you're running the command on gets smaller.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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